CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 14-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2021 |
14-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7731 |
0.7726 |
-0.0005 |
-0.1% |
0.7850 |
| High |
0.7747 |
0.7789 |
0.0042 |
0.5% |
0.7892 |
| Low |
0.7689 |
0.7715 |
0.0026 |
0.3% |
0.7689 |
| Close |
0.7726 |
0.7787 |
0.0061 |
0.8% |
0.7787 |
| Range |
0.0059 |
0.0074 |
0.0016 |
26.5% |
0.0204 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.1% |
0.0000 |
| Volume |
102,279 |
76,802 |
-25,477 |
-24.9% |
502,004 |
|
| Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7985 |
0.7960 |
0.7828 |
|
| R3 |
0.7911 |
0.7886 |
0.7807 |
|
| R2 |
0.7837 |
0.7837 |
0.7801 |
|
| R1 |
0.7812 |
0.7812 |
0.7794 |
0.7825 |
| PP |
0.7763 |
0.7763 |
0.7763 |
0.7770 |
| S1 |
0.7738 |
0.7738 |
0.7780 |
0.7751 |
| S2 |
0.7689 |
0.7689 |
0.7773 |
|
| S3 |
0.7615 |
0.7664 |
0.7767 |
|
| S4 |
0.7541 |
0.7590 |
0.7746 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8400 |
0.8297 |
0.7899 |
|
| R3 |
0.8196 |
0.8093 |
0.7843 |
|
| R2 |
0.7993 |
0.7993 |
0.7824 |
|
| R1 |
0.7890 |
0.7890 |
0.7806 |
0.7840 |
| PP |
0.7789 |
0.7789 |
0.7789 |
0.7764 |
| S1 |
0.7686 |
0.7686 |
0.7768 |
0.7636 |
| S2 |
0.7586 |
0.7586 |
0.7750 |
|
| S3 |
0.7382 |
0.7483 |
0.7731 |
|
| S4 |
0.7179 |
0.7279 |
0.7675 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7892 |
0.7689 |
0.0204 |
2.6% |
0.0072 |
0.9% |
48% |
False |
False |
100,400 |
| 10 |
0.7892 |
0.7676 |
0.0216 |
2.8% |
0.0075 |
1.0% |
51% |
False |
False |
94,612 |
| 20 |
0.7892 |
0.7676 |
0.0216 |
2.8% |
0.0074 |
0.9% |
51% |
False |
False |
90,108 |
| 40 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0069 |
0.9% |
71% |
False |
False |
85,772 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0077 |
1.0% |
53% |
False |
False |
69,337 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
0.9% |
53% |
False |
False |
52,052 |
| 100 |
0.8009 |
0.7475 |
0.0534 |
6.9% |
0.0074 |
1.0% |
59% |
False |
False |
41,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8103 |
|
2.618 |
0.7982 |
|
1.618 |
0.7908 |
|
1.000 |
0.7863 |
|
0.618 |
0.7834 |
|
HIGH |
0.7789 |
|
0.618 |
0.7760 |
|
0.500 |
0.7752 |
|
0.382 |
0.7743 |
|
LOW |
0.7715 |
|
0.618 |
0.7669 |
|
1.000 |
0.7641 |
|
1.618 |
0.7595 |
|
2.618 |
0.7521 |
|
4.250 |
0.7400 |
|
|
| Fisher Pivots for day following 14-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7775 |
0.7780 |
| PP |
0.7763 |
0.7773 |
| S1 |
0.7752 |
0.7767 |
|